The Parisian club has now secured the season-opening trophy on fourteen separate occasions.
Paris Saint-Germain needed a stoppage-time leveler followed by a perfect penalty shootout to get past their arch-rivals in Kuwait and capture a fourth straight Trophee des Champions title.
The Champions League holders appeared to be coasting towards a comfortable triumph in the match between the Ligue 1 winners and the Coupe de France winners after the French winger found the net early on.
However, Marseille struck twice late to seize a surprise advantage. Initially, the English forward converted from the spot-kick, before Willian Pacho unfortunately directed the ball into his own net for an own goal.
In a breathtaking twist of fortune, Goncalo Ramos grabbed a crucial leveler in the dying seconds to force the match into a penalty shootout. The Parisian shot-stopper Chevalier then stood as the key figure, stopping decisive kicks from O'Riley and Hamed Traore.
In the shootout, Goncalo Ramos, the midfielder, the full-back, and Desire Doue all scored with composure for PSG to complete a 4-1 shootout victory.
Now 14-time champions Paris Saint-Germain, who faced last season's Ligue 1 second-placed team Olympique de Marseille after completing a domestic double, have now lifted this competition for the twelfth time in the past thirteen years.